+19,820.7%
CPRT vs FE
+561.4%
+19,259.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.6% |
| 7D | +2.2% | +1.9% | +0.3% | +1.7% |
| 30D | +16.6% | -1.2% | +17.8% | +17.0% |
| 3M | +9.6% | +3.5% | +6.1% | +8.6% |
| 6M | -11.1% | -6.1% | -5.1% | -9.7% |
| YTD | -13.9% | +7.6% | -21.5% | -15.7% |
| 1Y | -32.5% | +11.9% | -44.4% | -34.8% |
| 3Y | -25.0% | +48.4% | -73.5% | -33.6% |
| 5Y | -7.4% | +44.8% | -52.2% | -18.0% |
| 10Y | +422.0% | +115.9% | +306.1% | +302.8% |
| All | +19,820.7% | +561.4% | +19,259.3% | +12,317.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling